Decisions in Economics and Finance
1978 - 2022
Current editor(s): Paolo Ghirardato From: Springer Associazione per la Matematica Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing (). Access Statistics for this journal.
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Volume 45, issue 2, 2022
- Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems pp. 451-480

- Rosario Maggistro, Paolo Pellizzari, Elena Sartori and Marco Tolotti
- Equalizing solutions for bankruptcy problems revisited pp. 481-502

- José Alcalde and Josep E. Peris
- Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification pp. 503-519

- David Barilla, Giuseppe Caristi and Nader Kanzi
- The robustness of the generalized Gini index pp. 521-539

- S. Settepanella, A. Terni, M. Franciosi and L. Li
- Two representations of information structures and their comparisons pp. 541-547

- Jerry R. Green and Nancy L. Stokey
- Introduction to the Milestones series pp. 549-549

- Marco LiCalzi
- Bipartite choices pp. 551-568

- Marco LiCalzi
Volume 45, issue 1, 2022
- Calibration to FX triangles of the 4/2 model under the benchmark approach pp. 1-34

- Alessandro Gnoatto, Martino Grasselli and Eckhard Platen
- Monetary risk measures for stochastic processes via Orlicz duality pp. 35-56

- Christos E. Kountzakis and Damiano Rossello
- Option pricing: a yet simpler approach pp. 57-81

- Jarno Talponen and Minna Turunen
- Complex dynamics in the market for loans pp. 83-99

- Nivedita Mukherji
- Expressions of forward starting option price in Hull–White stochastic volatility model pp. 101-135

- Hiroaki Hata, Nien-Lin Liu and Kazuhiro Yasuda
- Bias-optimal vol-of-vol estimation: the role of window overlapping pp. 137-185

- Giacomo Toscano and Maria Cristina Recchioni
- Portfolio choice in the model of expected utility with a safety-first component pp. 187-207

- Dennis W. Jansen and Liqun Liu
- A new class of multidimensional Wishart-based hybrid models pp. 209-239

- Gaetano La Bua and Daniele Marazzina
- Production and hedging under correlated price and background risks pp. 241-256

- Kit Pong Wong
- Long versus short time scales: the rough dilemma and beyond pp. 257-278

- Matthieu Garcin and Martino Grasselli
- Beating the market? A mathematical puzzle for market efficiency pp. 279-325

- Michael Heinrich Baumann
- Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption pp. 327-341

- P. Gatabazi, J. C. Mba and E. Pindza
- Performance measurement with expectiles pp. 343-374

- Damiano Rossello
- Ramsey rule with forward/backward utility for long-term yield curves modeling pp. 375-414

- Nicole El Karoui, Caroline Hillairet and Mohamed Mrad
- A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders pp. 415-446

- Paolo Angelis, Roberto Marchis, Antonio L. Martire and Emilio Russo
- Correction to: Semi-analytical prices for lookback and barrier options under the Heston model pp. 447-449

- Luca Gennaro Aquino and Carole Bernard
Volume 44, issue 2, 2021
- Nonlinear dynamics in economic modelling pp. 485-487

- Laura Gardini, Fabio Lamantia, Davide Radi, Ferenc Szidarovszky and Fabio Tramontana
- CSR leadership, spillovers, and first-mover advantage pp. 489-505

- Michael Kopel
- A note on symmetry breaking in a non linear marketing model pp. 507-531

- Andrea Caravaggio, Lorenzo Cerboni Baiardi and Mauro Sodini
- Delay dynamics in nonlinear monopoly with gradient adjustment pp. 533-557

- Akio Matsumoto and Ferenc Szidarovszky
- Hybrid dynamics of multi-species resource exploitation pp. 559-577

- Davide Radi, Fabio Lamantia and Tomáš Tichý
- Learning in a double-phase cobweb model pp. 579-611

- Fausto Cavalli, Ahmad Naimzada and Lucia Parisio
- Dynamics of a business cycle model with two types of governmental expenditures: the role of border collision bifurcations pp. 613-639

- Mauro Gallegati, Laura Gardini and Iryna Sushko
- Speculative asset price dynamics and wealth taxes pp. 641-667

- Sarah Mignot, Fabio Tramontana and Frank Westerhoff
- A revised version of the Cathcart & El-Jahel model and its application to CDS market pp. 669-705

- Davide Radi, Vu Phuong Hoang, Gabriele Torri and Hana Dvořáčková
- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach pp. 707-726

- Giovanni Campisi, Silvia Muzzioli and Fabio Tramontana
- Cross-section instability in financial markets: impatience, extrapolation, and switching pp. 727-754

- Roberto Dieci and Xuezhong (Tony) He
- Envy effects on conflict dynamics in supervised work groups pp. 755-779

- Arianna Dal Forno and Ugo Merlone
- Blockchain and cryptocurrencies: economic and financial research pp. 781-787

- Alessandra Cretarola, Gianna Figà-Talamanca and Cyril Grunspan
- Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective pp. 789-816

- Jihed Majdoub, Salim Ben Sassi and Azza Bejaoui
- Investigating the relationship between volatilities of cryptocurrencies and other financial assets pp. 817-843

- Achraf Ghorbel and Ahmed Jeribi
- Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies pp. 845-861

- Nikolaos A. Kyriazis
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages pp. 863-882

- Gianna Figá-Talamanca, Sergio Focardi and Marco Patacca
- Betting on bitcoin: a profitable trading between directional and shielding strategies pp. 883-903

- Paolo Angelis, Roberto Marchis, Mario Marino, Antonio Luciano Martire and Immacolata Oliva
- Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume pp. 905-940

- Nino Antulov-Fantulin, Tian Guo and Fabrizio Lillo
- Complexity traits and synchrony of cryptocurrencies price dynamics pp. 941-955

- Davide Provenzano and Rodolfo Baggio
- Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter? pp. 957-980

- Lennart Ante and André Meyer
- The rise and fall of cryptocurrency coins and tokens pp. 981-1014

- Neil Gandal, J. T. Hamrick, Tyler Moore and Marie Vasek
- Introduction to Special Issue on Energy Finance pp. 1015-1020

- Loretta Mastroeni and Ralf Wunderlich
- A deep learning model for gas storage optimization pp. 1021-1037

- Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann and Hanna Wutte
- Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis pp. 1039-1062

- Carlo Mari and Emiliano Mari
- A machine learning-based price state prediction model for agricultural commodities using external factors pp. 1063-1085

- Prilly Oktoviany, Robert Knobloch and Ralf Korn
- Fundamental ratios as predictors of ESG scores: a machine learning approach pp. 1087-1110

- Valeria D’Amato, Rita D’Ecclesia and Susanna Levantesi
- The impact of Clean Spark Spread expectations on storage hydropower generation pp. 1111-1146

- Claudia Condemi, Loretta Mastroeni and Pierluigi Vellucci
- Optimal switch from a fossil-fueled to an electric vehicle pp. 1147-1178

- Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck
- Optimal installation of renewable electricity sources: the case of Italy pp. 1179-1209

- Almendra Awerkin and Tiziano Vargiolu
- Responsible investments reduce market risks pp. 1211-1233

- Giacomo Morelli and Rita D’Ecclesia
- A new approach to wind power futures pricing pp. 1235-1252

- Markus Hess
- Correlating Lévy processes with self-decomposability: applications to energy markets pp. 1253-1280

- Matteo Gardini, Piergiacomo Sabino and Emanuela Sasso
Volume 44, issue 1, 2021
- Introduction to Special Issue on “Innovating Actuarial Research on Financial Risk and Enterprise Risk Management” pp. 1-4

- Marcello Galeotti
- An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour pp. 5-22

- Fabio Baione, Davide Biancalana and Paolo Angelis
- Reverse mortgages through artificial intelligence: new opportunities for the actuaries pp. 23-35

- Emilia Lorenzo, Gabriella Piscopo, Marilena Sibillo and Roberto Tizzano
- Modelling dynamic lapse with survival analysis and machine learning in CPI pp. 37-56

- Marco Aleandri and Alessia Eletti
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate pp. 57-72

- Ludovic Goudenège, Andrea Molent and Antonino Zanette
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents pp. 73-100

- Michele Mininni, Giuseppe Orlando and Giovanni Taglialatela
- Longevity risk and economic growth in sub-populations: evidence from Italy pp. 101-115

- Giuseppina Bozzo, Susanna Levantesi and Massimiliano Menzietti
- Heterogeneity and uncertainty in a multistate framework pp. 117-139

- D. Tabakova and E. Pitacco
- On the determinants of data breaches: A cointegration analysis pp. 141-160

- Domenico Giovanni, Arturo Leccadito and Marco Pirra
- Optimal annuitisation in a deterministic financial environment pp. 161-175

- Griselda Deelstra, Pierre Devolder and Roberta Melis
- Climate change management: a resilience strategy for flood risk using Blockchain tools pp. 177-190

- Emanuele Vannucci, Andrea Jonathan Pagano and Francesco Romagnoli
- Asian options with zero cost-of-carry: EEX options on freight and iron ore futures pp. 191-195

- Espen Gaarder Haug
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate pp. 197-214

- Tahereh Khodamoradi, Maziar Salahi and Ali Reza Najafi
- Managing liquidity with portfolio staleness pp. 215-239

- Giuseppe Buccheri, Davide Pirino and Luca Trapin
- Pricing basket default swaps using quasi-analytic techniques pp. 241-267

- Nneka Umeorah, Phillip Mashele and Matthias Ehrhardt
- Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints pp. 269-294

- Marco Di Francesco
- MURAME parameter setting for creditworthiness evaluation: data-driven optimization pp. 295-339

- Marco Corazza, Giovanni Fasano, Stefania Funari and Riccardo Gusso
- Delay two-sector economic growth model with a Cobb–Douglas production function pp. 341-358

- Akio Matsumoto and Ferenc Szidarovszky
- Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model pp. 359-374

- Marco Guerrazzi
- Nonlinear optimal control of coupled time-delayed models of economic growth pp. 375-399

- G. Rigatos, P. Siano, M. Abbaszadeh and Taniya Ghosh
- Stochastic dominance efficient sets and stochastic spanning pp. 401-409

- Stelios Arvanitis
- Breaking ties in collective decision-making pp. 411-457

- Daniela Bubboloni and Michele Gori
- Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring pp. 459-483

- Raffaella Coppier, Francesca Grassetti and Elisabetta Michetti
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